Backward Stochastic Differential Equations From Linear to Fully Nonlinear Theory

“This book (written by one of the leading experts in the field) constitutes a very handy and self-contained resource on BSDEs, both for people who want to get acquainted with the theory of BSDEs and Ph.D. students who aim to work in this field. … Overall the book is very well written and pleasant to read, and will likely become a classical reference on the topic.” (Anthony Réveillac, Mathematical Reviews, December, 2018)

“The book prefers clarity over generality in order to be more accessible and readable for the readers who are expected to be mainly Ph.D. students and junior researches in stochastic analysis.” (Martin Ondreját, zbMATH 1390.60004, 2018)